+92.6%
EWZ vs XYL
+140.7%
-48.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -0.1% | +0.8% | -0.9% | -0.5% |
| 30D | +8.2% | -10.8% | +19.0% | +14.2% |
| 3M | +13.3% | -2.5% | +15.8% | +13.8% |
| 6M | +3.6% | -12.2% | +15.8% | +9.5% |
| YTD | +21.0% | -20.1% | +41.0% | +33.1% |
| 1Y | +34.7% | -20.6% | +55.3% | +48.5% |
| 3Y | +48.3% | +17.3% | +31.0% | +28.7% |
| 5Y | +60.1% | -14.5% | +74.6% | +60.9% |
| 10Y | +92.6% | +150.2% | -57.6% | +8.3% |
| All | +92.6% | +140.7% | -48.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling